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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Biogen Inc. (BIIB) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.8
Avg Daily Volume: 1,539,713    Market Cap: 32.12B
Sector: Healthcare    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 30, 2024 BO 1.8 $183.47 @$182.50 $15.00
($183.47)
8.22% -3.01% I -1.24% I $181.18 $11.40
( $181.18 )
-24.0%
Aug. 1, 2024 BO 1.8 $213.20 @$215.00 $15.50
($213.20)
7.21% -3.36% I -1.17% I $210.70 $13.45
( $210.70 )
-13.23%
April 24, 2024 BO 1.8 $193.18 @$192.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2024 BO 1.6 $244.74 @$245.00
Nov. 8, 2023 BO 1.5 $245.61 @$245.00
July 25, 2023 BO 1.5 $277.00 @$277.50
April 25, 2023 BO 1.6 $293.03 @$295.00
Feb. 15, 2023 BO 1.6 $289.08 @$290.00
Oct. 25, 2022 BO 2.1 $274.62 @$275.00
July 20, 2022 BO 2.1 $220.26 @$220.00

 
 
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